"Figure" in this example means "figure it out, logically". It's as if you said "of course, that's how it obviously would have turned out anyway... think about it". Example: "The Phoenix Art Museum has great parking (and great art, go figure)." In this example, "go figure" stands for, "obviously". Or, from a headline last month on the Boise Weekly website (Idaho): "Water Contamination Likely the Result of Sh*t. Go Figure." Alternately, it could mean, "this makes no sense to me, does it make any to you?" A headline from myfoxchicago.com: "Go Figure: In Minnesota, Sports Fans Watch Baseball Outside and Football Inside." The author then describes this as very strange behaviour.

'go figure'= I am puzzled, can you understand it?

'Go figure' means 'who would have believed it?!' You hear this when something surprising has happened. Read more: http://wiki.answers.com/Q/What_is_the_meaning_of_go_figure#ixzz1ARsmuODn